Industrial Nanotech Stock Market Value
| INTK Stock | USD 0.0001 0.00 0.00% |
| Symbol | Industrial |
Industrial Nanotech 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Industrial Nanotech's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Industrial Nanotech.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Industrial Nanotech on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Industrial Nanotech or generate 0.0% return on investment in Industrial Nanotech over 90 days. Industrial Nanotech is related to or competes with CN Energy, SenesTech, REX American, Gevo, Axalta Coating, Avantor, and FutureFuel Corp. Industrial Nanotech, Inc. develops and manufactures nanotechnology in the United States More
Industrial Nanotech Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Industrial Nanotech's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Industrial Nanotech upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 109.54 | |||
| Information Ratio | 0.3163 | |||
| Maximum Drawdown | 1100.0 | |||
| Value At Risk | (100.00) | |||
| Potential Upside | 1000.0 |
Industrial Nanotech Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Industrial Nanotech's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Industrial Nanotech's standard deviation. In reality, there are many statistical measures that can use Industrial Nanotech historical prices to predict the future Industrial Nanotech's volatility.| Risk Adjusted Performance | 0.285 | |||
| Jensen Alpha | 102.27 | |||
| Total Risk Alpha | 141.85 | |||
| Sortino Ratio | 0.9283 | |||
| Treynor Ratio | 16.0 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Industrial Nanotech's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Industrial Nanotech Backtested Returns
Industrial Nanotech is out of control given 3 months investment horizon. Industrial Nanotech holds Efficiency (Sharpe) Ratio of 0.32, which attests that the entity had a 0.32 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-seven different technical indicators, which can help you to evaluate if expected returns of 101.59% are justified by taking the suggested risk. Use Industrial Nanotech Market Risk Adjusted Performance of 16.01, downside deviation of 109.54, and Risk Adjusted Performance of 0.285 to evaluate company specific risk that cannot be diversified away. Industrial Nanotech holds a performance score of 24 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 6.35, which attests to a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Industrial Nanotech will likely underperform. Use Industrial Nanotech jensen alpha and the relationship between the value at risk and day median price , to analyze future returns on Industrial Nanotech.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Industrial Nanotech has insignificant reverse predictability. Overlapping area represents the amount of predictability between Industrial Nanotech time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Industrial Nanotech price movement. The serial correlation of -0.18 indicates that over 18.0% of current Industrial Nanotech price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | 0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Industrial Nanotech lagged returns against current returns
Autocorrelation, which is Industrial Nanotech pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Industrial Nanotech's pink sheet expected returns. We can calculate the autocorrelation of Industrial Nanotech returns to help us make a trade decision. For example, suppose you find that Industrial Nanotech has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Industrial Nanotech regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Industrial Nanotech pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Industrial Nanotech pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Industrial Nanotech pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Industrial Nanotech Lagged Returns
When evaluating Industrial Nanotech's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Industrial Nanotech pink sheet have on its future price. Industrial Nanotech autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Industrial Nanotech autocorrelation shows the relationship between Industrial Nanotech pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Industrial Nanotech.
Regressed Prices |
| Timeline |
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Industrial Nanotech financial ratios help investors to determine whether Industrial Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Industrial with respect to the benefits of owning Industrial Nanotech security.